-49.6%
DXCM vs ITOT
+65.7%
-115.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.8% |
| 7D | -3.6% | +3.3% | -6.9% | -7.0% |
| 30D | -4.3% | -2.5% | -1.9% | -1.8% |
| 3M | -10.4% | -2.3% | -8.0% | -8.3% |
| 6M | +33.1% | +3.0% | +30.1% | +27.8% |
| YTD | +22.6% | +11.9% | +10.7% | +7.1% |
| 1Y | +36.5% | +12.0% | +24.5% | +19.0% |
| 3Y | -13.5% | +77.8% | -91.2% | -58.4% |
| 5Y | -49.6% | +65.0% | -114.7% | -71.9% |
| All | -49.6% | +65.7% | -115.4% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling